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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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12233546 · Jun 202019922001200920172026
48 results for implicit solvent

Machine learning improves implicit solvent models for molecular dynamics.

problem Accurate modeling of solvent effects for biological molecules is challenging.
method Leveraging machine learning and multi-scale coarse graining, ISSNet models implicit solvent potentials.
result ISSNet models outperform traditional methods in reproducing protein thermodynamics.

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such computationally expensive simulations is the definition of coarse-grained molecular models.…

2018-12-04abs ↗pdf ↗

Improved spectroscopy classification with deep learning and synthetic data.

problem Identifying chlorinated solvents in Raman spectra.
method Locally-connected neural network (NN) for binary classification, autoencoder-based outlier detection, and synthetic training data.
result The proposed method outperforms existing algorithms in accuracy and robustness.

Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This manuscript presents Deep Convolutional Neural Fields (DeepCNF), a combination of DCNN with Conditional Random Field (CRF), for sequence labeling with highly imbalanced label distribution. The widely-us…

2015-11-17abs ↗pdf ↗

For portfolio optimisation under proportional transaction costs, we provide a duality theory for general cadlag price processes. In this setting, we prove the existence of a dual optimiser as well as a shadow price process in a generalised sense. This shadow price is defined via a "sandwiched" process consisting of a p…

2014-08-26abs ↗pdf ↗

In this work we will develop a new approach to solve the non repayment problem in microfinance due to the problem of asymmetric information. This approach is based on modeling and simulation of ordinary differential systems where time remains a primordial component, they thus enable microfinance institutions to manage …

2019-07-10abs ↗pdf ↗

Modeling financial contagion through bank networks, revealing solvency correlations.

problem Understanding how financial shocks propagate through interconnected banks.
method Simulated financial network of 100 banks, randomly generated with varying link probabilities, and shocks applied to 15 banks.
result Ranges of probability values and banks' solvency are positively correlated.

In this paper we consider the optimal dividend problem for an insurance company whose risk process evolves as a spectrally negative Lévy process in the absence of dividend payments. The classical dividend problem for an insurance company consists in finding a dividend payment policy that maximizes the total expected di…

2007-02-28abs ↗pdf ↗

This paper shows how to train only the implicit layer of overparameterized implicit neural networks.

problem Understanding how the implicit layer contributes to the training of overparameterized implicit neural networks.
method Restricting training to only the implicit layer and analyzing the generalization error for ReLU-activated networks.
result Global convergence is guaranteed even if only the implicit layer is trained, and gradient flow with proper random initialization can achieve small generalization errors.

Paper studies the theoretical equivalence between implicit and explicit neural networks in high dimensions.

problem Lack of theoretical analysis of implicit and explicit neural networks.
method Examined high-dimensional implicit neural networks and established their equivalence to explicit networks.
result Equivalence between implicit and explicit neural networks in high dimensions.

Gradient matching method estimates implicit regularization in complex deep learning systems.

problem Estimating implicit regularization in modern deep learning systems with complex modifications.
method Gradient matching methods to empirically estimate implicit regularization.
result Empirical estimation of implicit regularization in arbitrary networks, including dropout.

Continuous semi-implicit models enable faster training and better performance in generative modeling.

problem Slow convergence in hierarchical semi-implicit models during training.
method CoSIM, a continuous semi-implicit model that incorporates a continuous transition kernel for efficient training.
result CoSIM achieves superior performance on image generation tasks compared to existing methods.

Gradient descent converges to a global minimum in nonlinear ReLU implicit networks with linear width.

problem Understanding convergence of gradient methods in nonlinear, infinitely deep ReLU networks.
method Introduced a scaling constant to ensure well-posedness of the equilibrium equation, proving convergence to a global minimum for linear width networks.
result Gradient descent converges to a global minimum at a linear rate for nonlinear ReLU implicit networks with linear width.

The classical discrete time model of proportional transaction costs relies on the assumption that a feasible portfolio process has solvent increments at each step. We extend this setting in two directions, allowing for convex transaction costs and assuming that increments of the portfolio process belong to the sum of a…

2016-05-25abs ↗pdf ↗

Study finds implicit government guarantee improves municipal investment bond ratings.

problem Questioning the objectivity of municipal investment bond ratings due to implicit government guarantee.
method Text mining of policy documents and PMC index model for implicit guarantee strength calculation.
result Implicit government guarantee boosts municipal investment bond ratings, especially in less developed regions.

Study shows SGD's generalization is not explained by implicit bias.

problem Explaining the generalization ability of overparameterized learning algorithms.
method Revisited Stochastic Convex Optimization with SGD, demonstrating limitations of implicit bias.
result No distribution-independent or distribution-dependent implicit regularizer can explain SGD's generalization.

This paper measures the intensity of implicit government guarantees using PMC index model.

problem Excessive local government debt due to implicit government guarantees.
method Text mining of policy documents related to municipal investment bonds, PMC index model.
result Recent policies have reduced the intensity of implicit government guarantees.

The paper explains implicit regularization in hierarchical tensor factorization and deep CNNs.

problem Understanding implicit regularization in complex neural network architectures.
method Theoretical analysis using dynamical systems to overcome challenges in hierarchy.
result Established implicit regularization towards low hierarchical tensor rank, equivalent to locality in CNNs.

In this paper, we describe the "implicit autoencoder" (IAE), a generative autoencoder in which both the generative path and the recognition path are parametrized by implicit distributions. We use two generative adversarial networks to define the reconstruction and the regularization cost functions of the implicit autoe…

2018-05-24abs ↗pdf ↗

Deep tensor factorization benefits from implicit regularization with polynomial growth.

problem Tensor factorization's implicit regularization effect in deep networks is not well understood.
method Investigated the implicit regularization in deep tensor factorization, showing polynomial growth.
result Implicit regularization in deep tensor factorization grows polynomially with depth, improving estimation accuracy and convergence.

Gradient descent on ReLU networks with square loss implicitly favors balanced weights.

problem Understanding implicit regularization in nonlinear neural networks with regression losses.
method Analyzing gradient descent dynamics on ReLU networks with square loss.
result It is impossible to characterize the implicit regularization of ReLU networks with square loss by any explicit function of model parameters.

We extend the existing framework of semi-implicit variational inference (SIVI) and introduce doubly semi-implicit variational inference (DSIVI), a way to perform variational inference and learning when both the approximate posterior and the prior distribution are semi-implicit. In other words, DSIVI performs inference …

2018-10-05abs ↗pdf ↗

Sayer uses implicit feedback to optimize system policies.

problem Leveraging implicit feedback to improve system policies is difficult due to bias and incompleteness.
method Sayer combines randomized exploration and unbiased counterfactual estimators to evaluate and train new policies using implicit feedback.
result Sayer can accurately evaluate and train new policies that outperform existing ones.

This paper analyzes implicit bias in Deep Linear Discriminant Analysis.

problem The implicit bias of Deep Linear Discriminant Analysis.
method Analyzing gradient flow on a L-layer diagonal linear network.
result Under balanced initialization, the network transforms additive updates into multiplicative updates, conserving the (2/L) quasi-norm.

This paper proves SGD converges to global minimum for over-parameterized ReLU networks.

problem Theoretical understanding of implicit neural networks is limited.
method Gradient flow analysis of ReLU activated implicit neural networks.
result Randomly initialized gradient descent converges to global minimum at a linear rate for square loss function in over-parameterized ReLU networks.

Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational posterior. However, existing methods on implicit posteriors still face challenges of…

2017-05-29abs ↗pdf ↗

Implicit probabilistic models are a flexible class of models defined by a simulation process for data. They form the basis for theories which encompass our understanding of the physical world. Despite this fundamental nature, the use of implicit models remains limited due to challenges in specifying complex latent stru…

2017-02-28abs ↗pdf ↗

IDAC improves reinforcement learning efficiency by modeling implicit distributions.

problem Improving sample efficiency in reinforcement learning algorithms.
method IDAC uses two DGNs for a distributional critic and a semi-implicit actor to model implicit policy distributions.
result IDAC outperforms state-of-the-art algorithms on OpenAI Gym environments.

Global implicit function theorem for Fréchet spaces, solving derivative loss problems.

problem Solving initial value problems with derivative loss in Fréchet spaces.
method Global implicit function theorems for Keller's Cc1C_c^1-mappings in Fréchet spaces, applied through submersions and transversality.
result Global existence and uniqueness of solutions to initial value problems with derivative loss.

Efforts to understand the generalization mystery in deep learning have led to the belief that gradient-based optimization induces a form of implicit regularization, a bias towards models of low "complexity." We study the implicit regularization of gradient descent over deep linear neural networks for matrix completion …

2019-05-31abs ↗pdf ↗

CG-BGs combine flow-based models with PMFs to sample large systems efficiently.

problem Sampling equilibrium molecular configurations from the Boltzmann distribution is challenging.
method Coarse-grained Boltzmann Generators (CG-BGs) use flow-based models and learned PMFs for efficient sampling.
result CG-BGs provide a practical route for sampling larger molecular systems efficiently.

The study provides a generalization bound for a family of implicit networks.

problem Theoretical understanding of implicit networks' generalization is limited.
method A generalization bound is derived for a family of implicit networks using a covering number argument for Rademacher complexity.
result A theoretical generalization bound is established for implicit networks.

The study analyzes implicit biases in neural networks using backward error analysis.

problem Analyzing implicit biases in multitask and continual learning settings.
method Backward error analysis to compute implicit training biases, deriving modified losses with three terms.
result The conflict term, measuring gradient alignment, is a new quantity in continual learning.

Semi-Implicit Variational Inference (SIVI) is improved with SIVI-SM using score matching.

problem Intractable densities in variational distributions hinder SIVI training.
method SIVI-SM uses score matching to handle intractable densities in a minimax formulation.
result SIVI-SM outperforms ELBO-based SIVI methods in Bayesian inference tasks.

Novel ML model predicts solvation free energies from atom interactions.

problem Predicting solvation free energies from atomistic interactions.
method Two encoding functions extract atomic feature vectors, interactions calculated by inner product.
result Outstanding performance and transferability on 6,493 experimental measurements.